+52.5%
NDAQ vs EL
-68.4%
+120.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | -1.5% | +13.7% | -15.1% | -4.2% |
| 3M | +8.0% | +14.5% | -6.5% | +4.8% |
| 6M | +7.7% | +7.4% | +0.3% | +5.2% |
| YTD | -2.3% | -4.7% | +2.4% | -3.0% |
| 1Y | +0.6% | +12.9% | -12.4% | -4.0% |
| 3Y | +90.9% | -32.2% | +123.2% | +96.3% |
| 5Y | +52.5% | -68.4% | +120.8% | +104.4% |
| All | +52.5% | -68.4% | +120.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling